GOALI: Efficient Simulation Techniques for Comparing Constrained Systems

这个资助机会学术联络与工业（GOALI）项目是关注建设高效和统计有效的程序比较系统的随机约束的存在下，系统的行为，假设目标和约束都是隐含在一个仿真模型与几个已知的属性。 我们的目标是开发统计上有效的比较程序来解决这样的模拟优化问题，并提高计算效率的程序，他们可以处理多达几千个替代品。 这涉及到使用更好的方差估计，共同的随机数，和更严格的边界比较系统。该项目的重点将是使用完全顺序比较程序的离散决策变量的优化问题;这是因为工业问题中的决策变量可能是离散的（例如，选择最佳的工人和机器数量），而且相对于其他现有的比较方法，顺序程序已被证明是非常有效的。如果成功，这项研究将加强模拟的使用，不仅作为评估工具，而且作为优化工具。 理想情况下，该项目将导致在仿真软件中实施统计有效和计算高效的比较程序;这将通过格鲁吉亚理工学院的研究人员和软件供应商（主要是Imagine That！）之间的密切合作来实现。 在流行的仿真软件包中增加这种优化功能，对于在存在关于系统行为的约束的情况下识别过程改进和改进的系统设计而言，对从业者来说是非常有价值的。

This Grant Opportunity for Academic Liaison with Industry (GOALI) project is concerned with the construction of highly efficient and statistically valid procedures for comparing systems in the presence of stochastic constraints on the system behavior, assuming that both the objective and the constraints are implicit in a simulation model with few known properties. The goal is to develop statistically valid comparison procedures for solving such simulation optimization problems, and to improve the computational efficiency of the procedures to the point where they can handle up to several thousand alternatives. This involves the use of better variance estimators, common random numbers, and tighter boundaries for comparing systems. The focus of the project will be on optimization problems with discrete decision variables using fully sequential comparison procedures; this is because decision variables in industrial problems are likely to be discrete (e.g., choosing the optimal number of workers and machines) and because sequential procedures have been shown to be extremely efficient relative to other existing comparison approaches.If successful, the research will enhance the use of simulation not only as an assessment tool but also as an optimization tool. Ideally, this project would lead to the implementation of statistically valid and computationally efficient comparison procedures in simulation software; this would be achieved through close collaboration between researchers at Georgia Tech and software vendors (primarily Imagine That!). The addition of such optimization features to popular simulation software packages would be highly valuable to practitioners with respect to identifying process improvements and improved system designs in the presence of constraints about the system behavior.